+457.2%
GS vs ETN
+548.8%
-91.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.1% |
| 7D | +1.6% | -9.3% | +10.9% | +6.7% |
| 30D | +1.7% | -17.3% | +19.0% | +12.2% |
| 3M | -11.6% | -20.1% | +8.6% | -1.1% |
| 6M | -1.9% | -11.3% | +9.4% | +1.4% |
| YTD | +5.1% | +12.5% | -7.4% | -7.6% |
| 1Y | +16.4% | -5.6% | +22.0% | +14.0% |
| 3Y | +199.0% | +65.6% | +133.3% | +91.3% |
| 5Y | +157.4% | +122.4% | +35.0% | +29.5% |
| 10Y | +457.2% | +531.4% | -74.2% | +37.0% |
| All | +457.2% | +548.8% | -91.6% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ETN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling